+127.6%
CLF vs PNR
+63.0%
+64.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -0.1% |
| 7D | -2.7% | -3.9% | +1.2% | +0.5% |
| 30D | -3.2% | -13.8% | +10.6% | +8.5% |
| 3M | -5.0% | -22.5% | +17.6% | +13.1% |
| 6M | +26.6% | -37.2% | +63.7% | +78.4% |
| YTD | -9.0% | -44.2% | +35.3% | +40.8% |
| 1Y | +11.8% | -46.6% | +58.5% | +79.8% |
| 3Y | -15.1% | -12.5% | -2.6% | -13.2% |
| 5Y | -48.2% | -19.3% | -28.9% | -44.3% |
| 10Y | +127.6% | +67.5% | +60.1% | +12.7% |
| All | +127.6% | +63.0% | +64.6% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling